+61.5%
INTC vs PBF
+82.2%
-20.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.2% |
| 7D | +17.1% | +3.8% | +13.3% | +16.9% |
| 30D | -40.5% | -22.2% | -18.3% | -39.9% |
| 3M | -39.4% | +1.3% | -40.6% | -39.3% |
| 6M | -49.3% | +69.0% | -118.3% | -49.0% |
| YTD | +65.9% | +166.5% | -100.6% | +43.6% |
| 1Y | +61.5% | +88.1% | -26.6% | +63.0% |
| All | +61.5% | +82.2% | -20.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling